Katerina Petrova : Citation Profile

Are you Katerina Petrova?

Barcelona School of Economics (BSE) (34% share)
Barcelona School of Economics (BSE) (33% share)
Federal Reserve Bank of New York (33% share)

4

H index

3

i10 index

73

Citations

RESEARCH PRODUCTION:

8

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2015 - 2024). See details.
   Cites by year: 8
   Journals where Katerina Petrova has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 10 (12.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe1057
   Updated: 2024-11-04    RAS profile: 2024-10-09    
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Relations with other researchers

Works with:

Kapetanios, George (4)

Price, Simon (2)

Millard, Stephen (2)

Matthes, Christian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Katerina Petrova.

Is cited by:

Baruník, Jozef (9)

GUPTA, RANGAN (4)

Paccagnini, Alessia (4)

GAO, Jiti (4)

Louri, Helen (3)

Reif, Magnus (3)

Masolo, Riccardo M. (3)

ferroni, filippo (3)

Migiakis, Petros (3)

Gabauer, David (3)

Angelini, Giovanni (2)

Cites to:

Kapetanios, George (19)

Canova, Fabio (16)

Primiceri, Giorgio (15)

Wouters, Raf (14)

Smets, Frank (14)

Rubio-Ramirez, Juan F (13)

Zha, Tao (13)

Sims, Christopher (13)

Schorfheide, Frank (10)

Koop, Gary (8)

Reichlin, Lucrezia (8)

Main data

Where Katerina Petrova has published?

Journals with more than one article published# docs
Journal of Econometrics3

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York3

Recent works citing Katerina Petrova (2024 and 2023)

YearTitle of citing document
2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023Unified Inference for Dynamic Quantile Predictive Regression. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2309.14160.

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2024Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2023.

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2023.

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2024Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2023Real estate illiquidity and returns: A time-varying regional perspective. (2023). Zhu, Yunyi ; Fu, XI ; Ellington, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:58-72.

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2023Identification Using Higher-Order Moments Restrictions. (2023). ferroni, filippo ; Andrade, Philippe ; Melosi, Leonardo. In: Working Paper Series. RePEc:fip:fedhwp:96666.

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2023High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction?. (2020). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Working Papers. RePEc:fip:fedpwp:88714.

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2023DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y.

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2023Fat Tailed DSGE Models: A Survey and New Results. (2023). Sorge, Marco ; Dave, Chetan. In: Working Papers. RePEc:ris:albaec:2023_003.

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2023Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Song, Mingxuan ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230049.

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2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

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2024The macroeconomy as a random forest. (2024). Coulombe, Philippe Goulet. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:401-421.

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Works by Katerina Petrova:

YearTitleTypeCited
2022Uniform and Distribution-Free Inference with General Autoregressive Processes In: Working Papers.
[Full Text][Citation analysis]		paper4
2022Uniform and distribution-free inference with general autoregressive processes.(2022) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2017A time varying parameter structural model of the UK economy In: Bank of England working papers.
[Full Text][Citation analysis]		paper11
2019A time-varying parameter structural model of the UK economy.(2019) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2019Time-varying cointegration and the UK great ratios In: Bank of England working papers.
[Full Text][Citation analysis]		paper0
2018Time varying cointegration and the UK great ratios.(2018) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018Time varying cointegration and the UK Great Ratios.(2018) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Time-varying cointegration with an application to the UK Great Ratios In: Economics Letters.
[Full Text][Citation analysis]		article2
2019A quasi-Bayesian local likelihood approach to time varying parameter VAR models In: Journal of Econometrics.
[Full Text][Citation analysis]		article35
2022Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2023Scalable inference for a full multivariate stochastic volatility model In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2021Kernel-based Volatility Generalised Least Squares In: Econometrics and Statistics.
[Full Text][Citation analysis]		article0
2016A time varying DSGE model with financial frictions In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article14
2015A Time Varying DSGE Model with Financial Frictions.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2022Monetary Policy Across Space and Time In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter4
2019Monetary Policy across Space and Time.(2019) In: Richmond Fed Economic Brief.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2018Monetary Policy across Space and Time.(2018) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2024Monetary Policy across Inflation Regimes In: Staff Reports.
[Full Text][Citation analysis]		paper1
2024On the Validity of Classical and Bayesian DSGE-Based Inference In: Staff Reports.
[Full Text][Citation analysis]		paper0
2024OLS Limit Theory for Drifting Sequences of Parameters on the Explosive Side of Unity In: Staff Reports.
[Full Text][Citation analysis]		paper0
2015A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Changing impact of shocks: a time-varying proxy SVAR approach In: Working Papers.
[Full Text][Citation analysis]		paper0

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